Upgrades in Latest Release

td753764td753764 Posts: 67
edited July 2018 in News and Feature Releases

New Features for CloudQuant

# Example TWAP order
order.twap(self.symbol, 5000, "buy", time_frame=10,order_aggression=3)
  • VWAP simulated order processing added

# Example VWAP order
order.vwap(self.symbol, 5000, "buy", time_frame=10,order_aggression=2)
  • Historical market chart widget added for the homepage

  • New multi-select and delete features for user files

  • New Administrative messages widget on the home page.

  • Improved Intraday Gross P&L
    The Intraday Gross Profit & Loss is now net P&L instead of just realized P&L. This means that all positions are marked to market every 15 minutes in the chart.

  • Improved intraday max P&L and Draw Down for multi-day jobs
    A bug fix has been added to re-calc intraday max profit and loss and drawdown on multi-day jobs. Previously high water / low water marks carried over each day.

Sign In or Register to comment.